+196.1%
ON vs CHD
+4,936.5%
-4,740.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.4% | -5.0% | -4.0% |
| 7D | +12.2% | +3.6% | +8.6% | +11.1% |
| 30D | -3.1% | +10.4% | -13.5% | -6.1% |
| 3M | -12.9% | +12.2% | -25.1% | -16.1% |
| 6M | -38.6% | +19.9% | -58.5% | -42.6% |
| YTD | +31.2% | +36.4% | -5.2% | +17.2% |
| 1Y | +47.6% | +35.1% | +12.5% | +32.1% |
| 3Y | +6.6% | +29.2% | -22.6% | -5.0% |
| 5Y | +21.3% | +33.4% | -12.1% | +4.1% |
| 10Y | +533.3% | +195.0% | +338.3% | +270.9% |
| All | +196.1% | +4,936.5% | -4,740.4% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling